Effectiveness of CPPI Strategies under Discrete-Time Trading
In: Journal of Economic Dynamics and Control (2009), No. 33, pp. 204 - 220
2009article/chapter in journal
Economics
Title:
Effectiveness of CPPI Strategies under Discrete-Time Trading
Author:
Mahayni, AntjeUDE
- GND
- 1020883898
- LSF ID
- 47199
- ORCID
- 0000-0001-8750-2895
- Other
- connected with university
- LSF ID
- 50321
- Other
- connected with university
Year of publication:
2009